کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4591211 1335016 2010 33 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Quasi-invariance and integration by parts for determinantal and permanental processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Quasi-invariance and integration by parts for determinantal and permanental processes
چکیده انگلیسی

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated situation encountered in Poisson models. We establish a quasi-invariance result: we show that if atom locations are perturbed along a vector field, the resulting process is still a determinantal (respectively permanental) process, the law of which is absolutely continuous with respect to the original distribution. Based on this formula, following Bismut approach of Malliavin calculus, we then give an integration by parts formula.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 259, Issue 1, 1 July 2010, Pages 268-300